Description

See predictive_interval.stanreg in the
rstanarm package for an example.

Usage

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Arguments

object

The object to use.

...

Arguments passed to methods. See the methods in the rstanarm
package for examples.

prob

A number p (0 < p < 1) indicating the desired
probability mass to include in the intervals.

Value

predictive_interval methods should return a matrix with two
columns and as many rows as data points being predicted. For a given value
of prob, p, the columns correspond to the lower and upper
100p% interval limits and have the names 100α/2% and
100(1 - α/2)%, where α = 1-p. For example, if
prob=0.9 is specified (a 90% interval), then the column names
would be "5%" and "95%", respectively.

The default method just takes object to be a matrix and computes
quantiles, with prob defaulting to 0.9.

See Also

Guidelines and recommendations for developers of R packages
interfacing with Stan and a demonstration getting a simple package working
can be found in the vignettes included with rstantools and at
http://mc-stan.org/rstantools/articles/.